Matthias
|
e4abe902fc
|
Enable compounding for backtesting
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
b5177eadab
|
Extract close method for exchange
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
4ce4eadc23
|
remove only ccxt objects when hyperopting
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
009a447d8a
|
Adjust documentation for new parameter in loss functions
|
2021-02-16 19:51:09 +01:00 |
|
Florian Merz
|
3e06cd8b3a
|
pass data and config to loss function
|
2021-02-16 10:11:33 +01:00 |
|
Matthias
|
c659150d9f
|
Also print trade_duration in seconds to json
|
2021-01-25 19:42:34 +01:00 |
|
Matthias
|
8ee264bc59
|
Don't use profit_percent for backtesting results anymore
|
2021-01-24 08:58:41 +01:00 |
|
Matthias
|
baa1142afa
|
Use preprocessed to get min/max date in hyperopt
|
2021-01-14 19:09:21 +01:00 |
|
Matthias
|
e2d15f4082
|
Add parameter to enable protections for backtesting
|
2020-12-07 11:39:01 +01:00 |
|
Matthias
|
cf2ae788d7
|
Convert backtesting rows to Tuples for performance gains
|
2020-10-18 17:16:57 +02:00 |
|
Matthias
|
2591a34db4
|
Don't use arrow objects for backtesting
|
2020-10-18 16:18:52 +02:00 |
|
Matthias
|
40b61bbfe3
|
Adjust trailing-stop to be python compliant
|
2020-10-05 07:44:12 +02:00 |
|
Matthias
|
cb74c9bcde
|
Fix hyperopt output
|
2020-10-03 13:27:06 +02:00 |
|
Matthias
|
6977ffdbf9
|
Merge branch 'develop' into isort_config
|
2020-09-28 20:21:55 +02:00 |
|
Matthias
|
253b7b763e
|
Apply isort to freqtrade codebase
|
2020-09-28 19:40:46 +02:00 |
|
Matthias
|
c42a924df8
|
Load latest file
|
2020-09-27 16:50:42 +02:00 |
|
Matthias
|
ff96cf154c
|
Keep hyperopt result history
|
2020-09-27 16:33:26 +02:00 |
|
Matthias
|
b736691e0e
|
Remove hyperopt --continue
|
2020-09-27 16:18:28 +02:00 |
|
Matthias
|
f0d7f18cf9
|
Pad wins / draws / losses for hyperopt with spaces instead of 0's
|
2020-09-19 17:32:22 +02:00 |
|
Allen Day
|
f63a378967
|
Update hyperopt.py
zero pad wins/draws/losses (W/D/L) column to preserve alignment in console pretty print
|
2020-09-07 23:26:55 +08:00 |
|
Matthias
|
3d93236709
|
Remove unused import
|
2020-08-21 14:55:47 +02:00 |
|
Matthias
|
301f74fd1b
|
Merge pull request #3418 from freqtrade/hyperopt_colorama_init
Test colorama init again (after the fixes done to progressbar)
|
2020-08-21 14:54:35 +02:00 |
|
Matthias
|
3d515ed5bf
|
Merge pull request #3558 from freqtrade/bt_add_maxdrawdown
Revise backtesting export format, add some metrics
|
2020-08-19 06:39:47 +02:00 |
|
Matthias
|
a6dac9acf3
|
Merge pull request #3667 from freqtrade/hyperopt_enable_dataprovider
Hyperopt enable dataprovider
|
2020-08-17 07:00:48 +02:00 |
|
Matthias
|
b98107375e
|
Improve formatting of result string to be a bit conciser
|
2020-08-14 07:31:14 +02:00 |
|
Matthias
|
d76ee43246
|
Show wins / draws / losses in hyperopt table
|
2020-08-14 07:14:10 +02:00 |
|
Matthias
|
05bd099f51
|
Merge branch 'develop' into pr/yazeed/3008
|
2020-08-14 06:58:09 +02:00 |
|
Matthias
|
dd430455e4
|
Enable dataprovier for hyperopt
|
2020-08-08 17:04:32 +02:00 |
|
Matthias
|
fbddfaeacf
|
Introduce DatetimePrintFormat
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
0b2982caed
|
Merge branch 'develop' into hyperopt_colorama_init
|
2020-06-16 10:16:41 +02:00 |
|
hroff-1902
|
ea77edce05
|
Make flake happy
|
2020-06-13 18:54:54 +03:00 |
|
hroff-1902
|
3d9b107761
|
Changes after review
|
2020-06-13 17:12:37 +03:00 |
|
Felipe Lambert
|
69ac5c1ac7
|
change hyperopt return to better copy to strategy file
|
2020-06-10 14:35:31 -03:00 |
|
Matthias
|
d9afef8fe1
|
Move colorama_init to where it was
|
2020-06-01 09:37:10 +02:00 |
|
Matthias
|
ffa93377b4
|
Test colorama init again (after the fixes done to progressbar)
|
2020-06-01 09:34:03 +02:00 |
|
Florian Merz
|
889a153731
|
fix PEP8
|
2020-05-03 17:29:56 +02:00 |
|
Florian Merz
|
690bb7646a
|
hyperopt csv export - add params
|
2020-05-03 17:00:12 +02:00 |
|
Matthias
|
509f38d3aa
|
Use non-deprectated parameter for progressbar
|
2020-05-01 17:59:24 +02:00 |
|
hroff-1902
|
726e52aaa7
|
Use skopt model_queue_size instead of custom hack
|
2020-04-29 10:49:25 +03:00 |
|
hroff-1902
|
c26835048c
|
Hyperopt cleanup, do not use 'trials'
|
2020-04-28 22:56:19 +03:00 |
|
hroff-1902
|
a01ed170f5
|
Improve hyperopt-list logging
|
2020-04-28 17:33:07 +03:00 |
|
hroff-1902
|
9ebc997e9d
|
Merge pull request #3215 from freqtrade/backtest_use_pairlists
Backtest use pairlists
|
2020-04-27 13:34:06 +03:00 |
|
Matthias
|
e8530c36d3
|
Remove pairlists from hyperopt too (it holds a reference to exchange)
|
2020-04-25 15:46:20 +02:00 |
|
hroff-1902
|
d9f255a6c0
|
Fix asterisk printing for csv output
|
2020-04-25 12:49:14 +03:00 |
|
Yazeed Al Oyoun
|
c9711678fd
|
fixed indent
|
2020-04-25 11:31:51 +02:00 |
|
Yazeed Al Oyoun
|
181b12b3a8
|
added wins/draws/losses
|
2020-04-25 11:31:51 +02:00 |
|
Yazeed Al Oyoun
|
6147498fd4
|
fixed indent
|
2020-04-25 11:31:51 +02:00 |
|
Yazeed Al Oyoun
|
2fb3d94938
|
added wins/draws/losses
|
2020-04-25 11:31:51 +02:00 |
|
hroff-1902
|
2d994f6feb
|
Better printing of asterisk
|
2020-04-24 21:57:29 +03:00 |
|
hroff-1902
|
6e5f0869b3
|
Remove another unused method
|
2020-04-24 18:39:08 +03:00 |
|
hroff-1902
|
5c012d79eb
|
Remove unused method
|
2020-04-24 18:14:07 +03:00 |
|
Matthias
|
d36e2cf6ab
|
Fix random test failure in hyperopt
|
2020-04-16 07:06:47 +02:00 |
|
Fredrik81
|
2c1c1c7f16
|
Update freqtrade/optimize/hyperopt.py
nice find
Co-Authored-By: Matthias <xmatthias@outlook.com>
|
2020-04-11 17:42:32 +02:00 |
|
Fredrik81
|
d9e54ab7a4
|
Update freqtrade/optimize/hyperopt.py
nice find
Co-Authored-By: Matthias <xmatthias@outlook.com>
|
2020-04-11 17:42:19 +02:00 |
|
Fredrik81
|
4707484a4c
|
Fix issue with colring enabled + styling
|
2020-04-09 11:42:13 +02:00 |
|
Fredrik81
|
cdc774549e
|
Merge branch 'develop' into progress-bar
|
2020-04-08 01:56:43 +02:00 |
|
Fredrik81
|
132f5f73f5
|
Update hyperopt.py
|
2020-04-07 10:44:18 +02:00 |
|
Fredrik81
|
c95906cfcf
|
Update hyperopt.py
|
2020-04-07 10:42:15 +02:00 |
|
Fredrik81
|
d5609d4997
|
Changed back to progressbar2 for better handling of logger.
Coloring still needs some work (bug + what colors to use)
|
2020-04-06 13:12:32 +02:00 |
|
hroff-1902
|
51f52c8609
|
Merge branch 'develop' into no-ticker-2
|
2020-03-13 16:43:52 +03:00 |
|
hroff-1902
|
a7ed51c642
|
return back the name of the hyperopt data file
|
2020-03-13 04:04:23 +03:00 |
|
Fredrik81
|
5737139979
|
Small fix
|
2020-03-12 16:47:09 +01:00 |
|
Fredrik81
|
1a59fc11be
|
doh
|
2020-03-12 02:36:18 +01:00 |
|
Fredrik81
|
df1ae565dc
|
clean-up
|
2020-03-12 02:26:41 +01:00 |
|
Fredrik81
|
9387ed923c
|
fix for empty lines
|
2020-03-12 02:07:50 +01:00 |
|
Fredrik81
|
81cbb92556
|
Switch to TQDM
|
2020-03-11 22:30:36 +01:00 |
|
Fredrik81
|
3a8b68c0fd
|
Initial work on progressbar
|
2020-03-10 20:30:36 +01:00 |
|
hroff-1902
|
f148b5f734
|
cosmetics in lambdas
|
2020-03-10 10:38:37 +03:00 |
|
Fredrik81
|
bd158eefd2
|
Fixed loggin
|
2020-03-10 03:02:52 +01:00 |
|
Fredrik81
|
2f5fc731bb
|
Removed overwrite option
|
2020-03-09 18:53:30 +01:00 |
|
Fredrik81
|
cb419614cd
|
Spelling miss
|
2020-03-08 23:00:21 +01:00 |
|
Fredrik81
|
4ad93ed6bb
|
Changed output for null columns
|
2020-03-08 22:41:05 +01:00 |
|
hroff-1902
|
3208faf7ed
|
Do not use ticker where it's not a ticker
|
2020-03-08 20:47:02 +03:00 |
|
Fredrik81
|
7606d814fa
|
Initial work on csv-file export. Missing docs and tests
|
2020-03-05 01:58:33 +01:00 |
|
hroff-1902
|
57523d58df
|
Merge pull request #2994 from Fredrik81/hyperopt-table
Added dynamic print table function to hyperopt
|
2020-03-04 23:44:53 +03:00 |
|
Fredrik81
|
090d1e8a70
|
Alignment and cleanups
|
2020-03-04 20:51:09 +01:00 |
|
Fredrik81
|
7652a2bb95
|
Updated table layout and aligning better for hyperopt
|
2020-03-04 00:10:47 +01:00 |
|
Fredrik81
|
399c419163
|
Changed table formating. Adding some code to align hyperopt table generation. WIP
|
2020-03-03 01:14:56 +01:00 |
|
hroff-1902
|
52cd5f9127
|
Better use enumerate: more correct and more pythonic
|
2020-03-03 01:42:25 +03:00 |
|
hroff-1902
|
45c9496792
|
Do not run optimizer for 'jobs' epochs for the last iteration
|
2020-03-03 01:33:11 +03:00 |
|
hroff-1902
|
a7d4755859
|
optimize calculation of current_jobs
|
2020-03-03 01:20:14 +03:00 |
|
hroff-1902
|
92425642da
|
Fix config_jobs
|
2020-03-03 01:00:24 +03:00 |
|
Fredrik81
|
0e4862b0c8
|
Added logging if argument is miss-configured
|
2020-03-02 22:58:54 +01:00 |
|
Fredrik81
|
7713cfeb79
|
Corrected logic for -j + and - argument
|
2020-03-02 21:02:32 +01:00 |
|
Fredrik81
|
f08c7eedf1
|
Changed jobs to be dynamic for last loop
|
2020-03-01 14:35:13 +01:00 |
|
Fredrik81
|
75b4f1a442
|
Fix alignment of higher values
|
2020-03-01 14:12:27 +01:00 |
|
Fredrik81
|
e89fd33229
|
Fix for more arguments
|
2020-02-29 23:57:15 +01:00 |
|
Fredrik81
|
7a4edb1cd8
|
Fix: When total epochs is less than cpu cores
|
2020-02-29 23:41:59 +01:00 |
|
Fredrik81
|
23ae0653bd
|
Changed table output to match hyperopt-list command
|
2020-02-29 23:24:08 +01:00 |
|
Fredrik81
|
349aa2f957
|
Added dynamic print table function to hyperopt
|
2020-02-28 21:54:04 +01:00 |
|
hroff-1902
|
893d9cde8d
|
Merge pull request #2943 from Fredrik81/add-print-table
Added function to print hyperopt-list as table using tabulate
|
2020-02-27 05:22:41 +03:00 |
|
Fredrik81
|
cd7efde6c0
|
Fixed coloring so it's only targeting the values not the table borders
|
2020-02-24 22:06:21 +01:00 |
|
Fredrik81
|
23bf135b8a
|
Alignment of table content, changed coloring, changed 'Best' column to show if it's initial_point or best
|
2020-02-24 11:01:14 +01:00 |
|
Fredrik Rydin
|
2058b492eb
|
Added function to print hyperopt-list as table using tabulate
|
2020-02-18 22:46:53 +01:00 |
|
Matthias
|
d65a06947d
|
Merge branch 'develop' into data_handler
|
2020-02-09 15:16:43 +01:00 |
|
hroff-1902
|
d457d43999
|
Merge pull request #2833 from hroff-1902/type-hints
Add some type hints
|
2020-02-03 23:24:26 +03:00 |
|
hroff-1902
|
f3d500085c
|
Add some type hints
|
2020-02-02 07:00:40 +03:00 |
|
Yazeed Al Oyoun
|
d038bcedb0
|
fixed some more line alignments
|
2020-01-31 22:37:05 +01:00 |
|
Matthias
|
1b9af9d2d8
|
Merge branch 'develop' into data_handler
|
2020-01-26 20:31:13 +01:00 |
|
hroff-1902
|
f4c7edf551
|
No args for backtest(), use arguments
|
2020-01-25 12:49:37 +01:00 |
|
Matthias
|
699c0d6bc3
|
Merge branch 'develop' into data_handler
|
2019-12-30 19:40:43 +01:00 |
|
Matthias
|
1ffda29fd2
|
Adjust improts to new exception location
|
2019-12-30 15:02:17 +01:00 |
|
Matthias
|
416517b0c9
|
Move trim_dataframe from history to converter
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
6d5aca4f32
|
Convert hyperoptloss resolver to static loader
|
2019-12-23 10:09:08 +01:00 |
|
Matthias
|
248ef5a0ea
|
Convert HyperoptResolver to static loader
|
2019-12-23 10:06:19 +01:00 |
|
hroff-1902
|
cf4c3642ce
|
Minor improvements in data.history
|
2019-12-18 01:06:03 +03:00 |
|
Matthias
|
2f7181e236
|
Merge pull request #2648 from hroff-1902/hyperopt-random-state
Seed hyperopt random_state if not passed
|
2019-12-14 15:54:59 +01:00 |
|
hroff-1902
|
f2266ea9f4
|
Use shorter range for seeded random-state
|
2019-12-14 15:17:45 +03:00 |
|
Matthias
|
703924d6c4
|
Merge pull request #2643 from freqtrade/mins
Remove min (plural) from codebase
|
2019-12-12 14:27:39 +01:00 |
|
hroff-1902
|
6e778ad710
|
Seed hyperopt random_state if not passed
|
2019-12-12 03:12:28 +03:00 |
|
Matthias
|
f44e3dc319
|
Merge pull request #2642 from hroff-1902/fix-hyperopt-trailing
Fix generation of hyperopt trailing params
|
2019-12-11 19:53:42 +01:00 |
|
Matthias
|
7c7ca1cb90
|
Remove min (plural) from codebase
|
2019-12-11 07:12:37 +01:00 |
|
Matthias
|
b2a9b87be3
|
Merge pull request #2632 from freqtrade/dependabot/pip/develop/scikit-learn-0.22
Bump scikit-learn from 0.21.3 to 0.22
|
2019-12-10 16:20:39 +01:00 |
|
Matthias
|
3f9f29ba4e
|
Fix Flake8 import error
|
2019-12-10 16:10:51 +01:00 |
|
hroff-1902
|
3448f86263
|
Suppress scikit-learn FutureWarnings from skopt imports
|
2019-12-10 15:46:29 +03:00 |
|
hroff-1902
|
641e3fdf7a
|
Fix generation of hyperopt trailing params
|
2019-12-10 03:32:43 +03:00 |
|
hroff-1902
|
0e4ef33d6a
|
Merge pull request #2581 from hroff-1902/hyperopt-list
Add hyperopt-list and hyperopt-show commands
|
2019-12-10 00:30:26 +03:00 |
|
hroff-1902
|
d21ae4edd3
|
Add fixes for comments in the review
|
2019-12-05 23:29:31 +03:00 |
|
Matthias
|
4b0a4c936a
|
Fix hyperopt with ticker_interval from strategy
|
2019-12-05 20:31:02 +01:00 |
|
hroff-1902
|
b61f43835d
|
Make flake happy
|
2019-12-05 01:11:06 +03:00 |
|
hroff-1902
|
017a94adc1
|
Merge develop
|
2019-12-05 01:08:38 +03:00 |
|
hroff-1902
|
54694dd3a4
|
Manual merge of some conflicts in hyperopt
|
2019-12-04 23:14:47 +03:00 |
|
hroff-1902
|
668d42447f
|
Refactor log_trials_result()
|
2019-12-01 16:15:00 +03:00 |
|
hroff-1902
|
69b0767165
|
Merge remote-tracking branch 'upstream/develop' into hyperopt-trailing-space
|
2019-12-01 03:28:23 +03:00 |
|
hroff-1902
|
8f9b5095b5
|
Fix some tests
|
2019-11-27 22:52:43 +03:00 |
|
hroff-1902
|
8e7512161a
|
Add hyperopt-list and hyperopt-show commands
|
2019-11-26 15:01:42 +03:00 |
|
hroff-1902
|
067267f4cf
|
Log messages improved (plural/singular)
|
2019-11-23 12:20:41 +03:00 |
|
hroff-1902
|
737c07c5b6
|
Make mypy happy
|
2019-11-23 11:51:52 +03:00 |
|
hroff-1902
|
097cdcb57a
|
Save epochs at intermediate points
|
2019-11-23 11:32:33 +03:00 |
|
hroff-1902
|
31ab32f0b9
|
Always set trailing_stop=True with 'trailing' hyperspace
|
2019-11-08 12:47:28 +03:00 |
|
hroff-1902
|
f90676cfc5
|
Add trailing stoploss hyperspace
|
2019-11-08 03:07:43 +03:00 |
|
Matthias
|
ca77dbe8da
|
Fix UnicodeError in hyperopt output
|
2019-11-06 19:33:15 +01:00 |
|
Matthias
|
132a4da7cf
|
Small style fixes and adjusted tests
|
2019-10-27 10:56:38 +01:00 |
|
Matthias
|
33164ac78e
|
Refactor loading of bt data to backtesting ...
|
2019-10-27 09:44:56 +01:00 |
|
hroff-1902
|
9b23376415
|
Move experimental settings to ask_strategy
|
2019-10-05 13:29:59 +03:00 |
|
Matthias
|
b994f5c273
|
Merge pull request #2294 from hroff-1902/fix-skopt-memory3
Fix skopt memory exhaustion
|
2019-09-25 19:55:27 +02:00 |
|
hroff-1902
|
665e0570ae
|
Fix hyperopt position stacking
|
2019-09-25 03:41:22 +03:00 |
|
hroff-1902
|
6ffb8b7a70
|
Fix wordings in comment
|
2019-09-23 13:25:31 +03:00 |
|
hroff-1902
|
0c6164df7e
|
Fix memory exhaustion in skopt models list
|
2019-09-23 13:03:43 +03:00 |
|
Matthias
|
1cd8ed0c1a
|
Remove --refresh-pairs
|
2019-09-20 20:02:07 +02:00 |
|
hroff-1902
|
69f29e8907
|
minor: Cleanup for backtesting
|
2019-09-18 22:57:17 +03:00 |
|
hroff-1902
|
5cbc073dd1
|
minor: Cleanup hyperopt
|
2019-09-16 21:46:15 +03:00 |
|
Matthias
|
972b8a1726
|
Remove defaulting to test_data folder when no datadir is present
|
2019-09-07 21:06:20 +02:00 |
|
Matthias
|
7af445adf3
|
Merge pull request #2137 from hroff-1902/hyperopt-adaptive-roi-space
Hyperopt: adaptive roi_space
|
2019-09-06 06:26:52 +02:00 |
|
Matthias
|
513e84880e
|
Don't escape ticks where it's not needed
|
2019-08-25 20:38:51 +02:00 |
|
hroff-1902
|
067208bc9d
|
make backtesting an attribute of Hyperopt
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2019-08-24 00:10:35 +03:00 |
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hroff-1902
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17b3f01b28
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Merge branch 'develop' into hyperopt-adaptive-roi-space
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2019-08-20 23:00:23 +03:00 |
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hroff-1902
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cadf573170
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round printed stoploss value as well
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2019-08-20 22:24:59 +03:00 |
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hroff-1902
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a12876da92
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fine printing for floats in the roi tables (round to 5 digits after the decimal point)
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2019-08-20 22:17:21 +03:00 |
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Matthias
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0a478bc0dc
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Merge branch 'develop' into align_userdata
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2019-08-18 15:00:12 +02:00 |
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